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UniCredit Call 440 MSF 15.01.2025/  DE000HR8WL21  /

Frankfurt Zert./HVB
2024-05-28  7:26:37 PM Chg.-0.120 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
3.050EUR -3.79% 3.100
Bid Size: 25,000		 3.120
Ask Size: 25,000		 MICROSOFT DL-,000... 440.00 - 2025-01-15 Call
 

Master data

WKN: HR8WL2
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2025-01-15
Issue date: 2021-07-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.89
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -4.40
Time value: 3.33
Break-even: 473.30
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.32
Spread abs.: 0.19
Spread %: 6.05%
Delta: 0.45
Theta: -0.11
Omega: 5.34
Rho: 0.92
 

Quote data

Open: 3.120
High: 3.120
Low: 2.990
Previous Close: 3.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.48%
1 Month  
+17.76%
3 Months  
+6.64%
YTD  
+53.27%
1 Year  
+72.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.170 3.070
1M High / 1M Low: 3.170 1.980
6M High / 6M Low: 3.910 1.710
High (YTD): 2024-03-22 3.910
Low (YTD): 2024-01-05 1.750
52W High: 2024-03-22 3.910
52W Low: 2023-09-27 0.970
Avg. price 1W:   3.130
Avg. volume 1W:   0.000
Avg. price 1M:   2.620
Avg. volume 1M:   220
Avg. price 6M:   2.715
Avg. volume 6M:   36.290
Avg. price 1Y:   2.150
Avg. volume 1Y:   17.647
Volatility 1M:   104.30%
Volatility 6M:   109.42%
Volatility 1Y:   112.67%
Volatility 3Y:   -